PortfoliosLab logo
1 Caraba
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1 Caraba , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.


100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
371.17%
102.90%
1 Caraba
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-2.95%-4.87%8.34%13.98%10.15%
1 Caraba -3.76%1.75%-6.29%17.38%29.44%N/A
LLY
Eli Lilly and Company
14.78%7.65%-0.58%21.37%42.44%30.96%
WMT
5.54%11.05%15.82%59.85%19.13%N/A
LOW
Lowe's Companies, Inc.
-9.62%-4.35%-16.66%-2.08%18.88%14.21%
CTRE
CareTrust REIT, Inc.
5.10%-0.46%-7.08%20.75%19.01%13.75%
MSFT
Microsoft Corporation
-6.85%0.33%-8.11%-2.82%18.72%25.00%
UNH
-16.89%-18.82%-25.24%-14.13%8.94%N/A
PANW
Palo Alto Networks, Inc.
-1.64%2.60%-2.31%22.83%40.55%21.66%
AVGO
Broadcom Inc.
-16.80%11.81%11.80%44.83%52.30%35.87%
TOL
-20.18%-7.77%-32.53%-16.07%35.16%N/A
DPZ
Domino's Pizza, Inc.
16.63%3.46%18.69%-0.93%7.39%17.42%
NVDA
NVIDIA Corporation
-17.33%-0.38%-21.56%26.56%72.18%70.80%
GLDM
SPDR Gold MiniShares Trust
25.87%8.06%20.40%41.10%13.84%N/A
COST
Costco Wholesale Corporation
6.76%4.09%9.91%34.53%28.13%23.26%
XOM
1.83%-7.91%-7.57%-4.85%25.75%N/A
GOOGL
Alphabet Inc.
-14.34%-0.17%-1.78%-5.36%20.77%19.27%
META
Meta Platforms, Inc.
-6.45%-9.18%-4.37%23.91%24.09%21.25%
CB
Chubb Limited
1.34%-6.45%-2.45%15.21%23.40%12.16%
AAPL
Apple Inc
-16.34%-6.51%-9.36%24.20%25.04%22.03%
ETN
Eaton Corporation plc
-12.65%2.82%-15.62%-9.79%31.15%18.54%
AMZN
Amazon.com, Inc.
-13.86%-6.14%0.62%5.22%9.76%24.37%
VOT
-2.84%-1.12%-0.32%9.29%11.80%N/A
AXP
American Express Company
-10.27%-2.33%-0.39%13.65%27.25%14.83%
WM
13.56%-0.31%11.18%10.24%19.70%N/A
SPY
SPDR S&P 500 ETF
-5.76%-2.90%-4.30%9.72%15.64%12.04%
AMD
Advanced Micro Devices, Inc.
-19.99%-9.38%-38.14%-38.60%11.38%45.61%
*Annualized

Monthly Returns

The table below presents the monthly returns of 1 Caraba , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.20%1.19%-7.64%2.77%-3.76%
20246.75%10.70%4.85%-1.97%8.51%7.28%-3.04%6.50%0.43%-0.16%3.06%-1.93%47.98%
20234.57%-1.42%7.17%4.33%6.97%7.43%2.45%4.28%-3.88%0.85%8.32%2.64%52.49%
2022-7.87%-1.48%6.14%-7.95%-0.65%-4.44%7.93%-4.52%-6.04%7.53%6.09%-5.25%-11.89%
20212.33%0.08%1.74%5.59%2.04%5.03%3.68%4.97%-6.12%10.92%2.20%4.85%43.19%
20201.71%-5.85%-6.53%12.41%6.01%3.39%4.60%7.41%-2.81%-3.53%8.95%4.65%32.43%
20197.36%2.38%3.78%1.99%-5.10%5.18%0.74%0.77%0.58%3.52%2.42%3.62%30.29%
2018-0.31%3.64%6.04%0.38%-5.79%2.33%-6.00%-0.33%

Expense Ratio

1 Caraba has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for GLDM: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GLDM: 0.18%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1 Caraba is 72, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of 1 Caraba is 7272
Overall Rank
The Sharpe Ratio Rank of 1 Caraba is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of 1 Caraba is 7070
Sortino Ratio Rank
The Omega Ratio Rank of 1 Caraba is 6767
Omega Ratio Rank
The Calmar Ratio Rank of 1 Caraba is 7676
Calmar Ratio Rank
The Martin Ratio Rank of 1 Caraba is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for Portfolio, currently valued at 0.78, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.78
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 1.22, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.22
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.16, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.16
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 1.00, compared to the broader market0.002.004.006.00
Portfolio: 1.00
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 3.49, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 3.49
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
LLY
Eli Lilly and Company
0.541.011.130.791.61
WMT
2.523.381.472.869.79
LOW
Lowe's Companies, Inc.
-0.15-0.040.99-0.15-0.37
CTRE
CareTrust REIT, Inc.
1.061.521.200.982.20
MSFT
Microsoft Corporation
-0.13-0.011.00-0.13-0.30
UNH
-0.34-0.190.97-0.39-1.06
PANW
Palo Alto Networks, Inc.
0.611.081.130.822.55
AVGO
Broadcom Inc.
0.891.621.211.363.89
TOL
-0.41-0.350.96-0.34-0.78
DPZ
Domino's Pizza, Inc.
0.090.341.050.110.18
NVDA
NVIDIA Corporation
0.581.161.140.942.47
GLDM
SPDR Gold MiniShares Trust
2.523.331.435.2114.33
COST
Costco Wholesale Corporation
1.632.191.302.086.27
XOM
-0.31-0.260.97-0.38-0.89
GOOGL
Alphabet Inc.
0.090.361.040.090.22
META
Meta Platforms, Inc.
0.290.651.090.311.04
CB
Chubb Limited
0.620.971.130.922.28
AAPL
Apple Inc
0.801.301.190.782.94
ETN
Eaton Corporation plc
-0.170.031.00-0.19-0.48
AMZN
Amazon.com, Inc.
0.160.461.060.170.49
VOT
0.480.811.110.481.79
AXP
American Express Company
0.380.751.100.421.43
WM
0.540.841.120.922.07
SPY
SPDR S&P 500 ETF
0.510.861.130.552.26
AMD
Advanced Micro Devices, Inc.
-0.68-0.830.90-0.58-1.30

The current 1 Caraba Sharpe ratio is 0.78. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.39 to 0.88, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 1 Caraba with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.78
0.46
1 Caraba
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

1 Caraba provided a 1.20% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.20%1.13%1.33%1.44%1.34%1.77%1.63%1.86%1.84%1.82%2.08%4.54%
LLY
Eli Lilly and Company
0.61%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
WMT
0.90%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%
LOW
Lowe's Companies, Inc.
2.08%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
CTRE
CareTrust REIT, Inc.
4.29%4.29%5.00%5.92%4.64%4.51%4.36%5.55%5.52%4.44%5.84%48.70%
MSFT
Microsoft Corporation
0.81%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
UNH
2.01%1.62%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%
PANW
Palo Alto Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.16%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
TOL
0.94%0.71%0.81%1.54%0.86%1.01%1.11%1.25%0.50%0.00%0.00%0.00%
DPZ
Domino's Pizza, Inc.
1.29%1.44%1.17%1.27%0.67%0.81%0.89%0.89%0.97%0.95%1.11%1.06%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.36%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
XOM
3.57%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
GOOGL
Alphabet Inc.
0.49%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
META
Meta Platforms, Inc.
0.37%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CB
Chubb Limited
1.30%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
AAPL
Apple Inc
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
ETN
Eaton Corporation plc
1.34%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOT
0.71%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%
AXP
American Express Company
1.10%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
WM
1.35%1.49%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.39%
-10.07%
1 Caraba
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 1 Caraba . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 1 Caraba was 27.19%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current 1 Caraba drawdown is 8.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.19%Feb 21, 202022Mar 23, 202052Jun 5, 202074
-20.18%Dec 28, 2021119Jun 16, 2022216Apr 27, 2023335
-18.97%Feb 14, 202537Apr 8, 2025
-15.29%Oct 3, 201857Dec 24, 201840Feb 22, 201997
-13.61%Jul 11, 202420Aug 7, 202434Sep 25, 202454

Volatility

Volatility Chart

The current 1 Caraba volatility is 14.06%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.06%
14.23%
1 Caraba
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
5.0010.0015.0020.0025.00
Effective Assets: 16.91

The portfolio contains 25 assets, with an effective number of assets of 16.91, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCGLDMXOMCTRELLYCBUNHDPZWMTWMTOLPANWAMDLOWCOSTAXPMETAETNNVDAAMZNAVGOAAPLGOOGLMSFTVOTSPYPortfolio
^GSPC1.000.070.410.390.370.440.400.370.400.460.530.550.600.610.590.680.640.700.680.680.700.720.730.770.901.000.89
GLDM0.071.000.070.090.010.000.010.050.060.060.100.050.080.020.070.030.070.000.040.070.050.030.080.040.100.070.10
XOM0.410.071.000.180.150.380.250.100.180.230.230.130.150.290.150.450.150.380.160.140.230.220.220.150.340.410.29
CTRE0.390.090.181.000.190.320.230.160.200.340.300.200.150.280.230.330.220.290.150.190.200.230.210.230.380.390.37
LLY0.370.010.150.191.000.230.300.180.260.340.150.220.190.220.310.210.250.280.230.240.250.270.250.320.300.370.56
CB0.440.000.380.320.231.000.320.120.270.440.280.110.110.310.250.470.140.410.110.120.200.230.200.220.320.440.34
UNH0.400.010.250.230.300.321.000.170.270.380.180.180.170.310.300.310.170.300.180.190.210.280.270.290.320.400.41
DPZ0.370.050.100.160.180.120.171.000.240.220.260.290.300.320.320.200.270.250.320.330.270.290.260.310.410.370.40
WMT0.400.060.180.200.260.270.270.241.000.370.190.200.180.350.590.240.230.270.210.290.230.280.260.310.330.400.44
WM0.460.060.230.340.340.440.380.220.371.000.250.180.150.360.400.360.170.370.150.180.220.290.240.310.400.460.41
TOL0.530.100.230.300.150.280.180.260.190.251.000.270.330.560.300.400.320.470.350.330.360.360.330.330.550.530.47
PANW0.550.050.130.200.220.110.180.290.200.180.271.000.430.330.370.330.430.340.510.510.460.450.460.520.620.540.58
AMD0.600.080.150.150.190.110.170.300.180.150.330.431.000.340.380.350.500.380.710.560.580.500.530.560.630.590.59
LOW0.610.020.290.280.220.310.310.320.350.360.560.330.341.000.430.440.360.480.380.370.410.410.370.420.610.610.55
COST0.590.070.150.230.310.250.300.320.590.400.300.370.380.431.000.330.410.360.430.460.430.470.430.510.530.590.61
AXP0.680.030.450.330.210.470.310.200.240.360.400.330.350.440.331.000.380.590.390.390.440.400.440.420.610.690.53
META0.640.070.150.220.250.140.170.270.230.170.320.430.500.360.410.381.000.380.570.640.520.540.670.630.600.640.64
ETN0.700.000.380.290.280.410.300.250.270.370.470.340.380.480.360.590.381.000.460.380.520.400.420.450.640.700.63
NVDA0.680.040.160.150.230.110.180.320.210.150.350.510.710.380.430.390.570.461.000.610.660.560.570.640.680.680.75
AMZN0.680.070.140.190.240.120.190.330.290.180.330.510.560.370.460.390.640.380.611.000.530.610.690.710.640.680.67
AVGO0.700.050.230.200.250.200.210.270.230.220.360.460.580.410.430.440.520.520.660.531.000.540.520.590.670.700.70
AAPL0.720.030.220.230.270.230.280.290.280.290.360.450.500.410.470.400.540.400.560.610.541.000.620.680.630.720.68
GOOGL0.730.080.220.210.250.200.270.260.260.240.330.460.530.370.430.440.670.420.570.690.520.621.000.730.630.720.68
MSFT0.770.040.150.230.320.220.290.310.310.310.330.520.560.420.510.420.630.450.640.710.590.680.731.000.700.770.79
VOT0.900.100.340.380.300.320.320.410.330.400.550.620.630.610.530.610.600.640.680.640.670.630.630.701.000.900.81
SPY1.000.070.410.390.370.440.400.370.400.460.530.540.590.610.590.690.640.700.680.680.700.720.720.770.901.000.89
Portfolio0.890.100.290.370.560.340.410.400.440.410.470.580.590.550.610.530.640.630.750.670.700.680.680.790.810.891.00
The correlation results are calculated based on daily price changes starting from Jun 27, 2018